Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set. Starting from the basics, this book helps readers to take the first step towards becoming a properly qualified financial risk manager and asset manager, roles that are currently in huge demand. Accessible to intelligent readers with a moderate understanding of mathematics at high school level or to anyone with a university degree in mathematics, physics or ...
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Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set. Starting from the basics, this book helps readers to take the first step towards becoming a properly qualified financial risk manager and asset manager, roles that are currently in huge demand. Accessible to intelligent readers with a moderate understanding of mathematics at high school level or to anyone with a university degree in mathematics, physics or engineering, no prior knowledge of finance is necessary. Instead the emphasis is on understanding ideas rather than on mathematical rigour, meaning that this book offers a fast-track introduction to financial analysis for readers with some quantitative background, highlighting those areas of mathematics that are particularly relevant to solving problems in financial risk management and asset management. Unique to this book is a focus on both continuous and discrete time finance so that Quantitative Methods in Finance is not only about the application of mathematics to finance; it also explains, in very pedagogical terms, how the continuous time and discrete time finance disciplines meet, providing a comprehensive, highly accessible guide which will provide readers with the tools to start applying their knowledge immediately. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the accompanying CD-ROM. Empirical examples and case studies specific to this volume include: Principal component analysis of European equity indices; Calibration of Student t distribution by maximum likelihood; Orthogonal regression and estimation of equity factor models; Simulations of geometric Brownian motion, and of correlated Student t variables; Pricing European and American options with binomial trees, and European options with the Black-Scholes-Merton formula; Cubic spline fitting of yields curves and implied volatilities; Solution of Markowitz problem with no short sales and other constraints; Calculation of risk adjusted performance metrics including generalised Sharpe ratio, omega and kappa indices.
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Add this copy of Market Risk Analysis, Quantitative Methods in Finance to cart. $27.98, good condition, Sold by Greenworld Books rated 4.0 out of 5 stars, ships from Arlington, TX, UNITED STATES, published 2008 by Wiley.
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Good condition. It may show normal signs of use such as light writing highlighting or library markings but all pages are intact and the book is fully readable. A solid complete copy that's ready to enjoy.
Add this copy of Market Risk Analysis, Quantitative Methods in Finance to cart. $27.99, fair condition, Sold by Goodwill of Greater Milwaukee rated 5.0 out of 5 stars, ships from Milwaukee, WI, UNITED STATES, published 2008 by Wiley.
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Fair. Book is considered to be in acceptable condition. The actual cover image may not match the stock photo. Book may have one or more of the following defects: noticeable wear on the cover dust jacket or spine; curved dog eared or creased page s; writing or highlighting inside or on the edges; sticker s or other adhesive on cover; CD DVD may not be included; and book may be a former library copy.
Add this copy of Market Risk Analysis, Quantitative Methods in Finance to cart. $28.00, good condition, Sold by Zoom Books Company rated 4.0 out of 5 stars, ships from Lynden, WA, UNITED STATES, published 2008 by Wiley.
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Book is in very good condition and may include minimal underlining highlighting. The book can also include From the library of labels. May not contain miscellaneous items toys dvds etc. We offer 100% money back guarantee and 24 7 customer service.
Add this copy of Market Risk Analysis, Quantitative Methods in Finance to cart. $28.91, very good condition, Sold by ThriftBooks-Baltimore rated 4.0 out of 5 stars, ships from Halethorpe, MD, UNITED STATES, published 2008 by Wiley.
Add this copy of Market Risk Analysis, Quantitative Methods in Finance to cart. $28.91, good condition, Sold by ThriftBooks-Dallas rated 4.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2008 by Wiley.
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Add this copy of Market Risk Analysis, Quantitative Methods in Finance to cart. $28.94, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2008 by Wiley.
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Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Market Risk Analysis, Quantitative Methods in Finance to cart. $28.95, good condition, Sold by ThriftBooks-Reno rated 4.0 out of 5 stars, ships from Reno, NV, UNITED STATES, published 2008 by Wiley.
Add this copy of Market Risk Analysis, Quantitative Methods in Finance to cart. $28.96, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2008 by Wiley.
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Add this copy of Market Risk Analysis (Volume 1): Quantitative Methods to cart. $48.43, poor condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2008 by John Wiley and Sons.
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Volume 1. This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. Book contains highlighter markings. In poor condition, suitable as a reading copy. No dust jacket. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 750grams, ISBN: 9780470998007.
